Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
| Period | 4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 23:59 (2024.09.01 - 2025.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
| Bars in test | 2605 | Ticks modelled | 4209 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1003.47 | Gross profit | 2033.38 | Gross loss | -1029.91 |
| Profit factor | 1.97 | Expected payoff | 27.12 | ||
| Absolute drawdown | 304.58 | Maximal drawdown | 334.12 (32.45%) | Relative drawdown | 32.45% (334.12) |
| Total trades | 37 | Short positions (won %) | 16 (62.50%) | Long positions (won %) | 21 (61.90%) |
| Profit trades (% of total) | 23 (62.16%) | Loss trades (% of total) | 14 (37.84%) | ||
| Largest | profit trade | 154.89 | loss trade | -157.49 | |
| Average | profit trade | 88.41 | loss trade | -73.57 | |
| Maximum | consecutive wins (profit in money) | 4 (465.58) | consecutive losses (loss in money) | 2 (-299.55) | |
| Maximal | consecutive profit (count of wins) | 465.58 (4) | consecutive loss (count of losses) | -299.55 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.04 16:00 | buy | 1 | 0.10 | 1.09636 | 0.00000 | 0.00000 | ||
| 2 | 2024.10.04 16:00 | modify | 1 | 0.10 | 1.09636 | 1.08236 | 1.11136 | ||
| 3 | 2024.10.17 16:00 | s/l | 1 | 0.10 | 1.08236 | 1.08236 | 1.11136 | -153.38 | 846.62 |
| 4 | 2024.11.06 04:00 | buy | 2 | 0.10 | 1.07493 | 0.00000 | 0.00000 | ||
| 5 | 2024.11.06 04:00 | modify | 2 | 0.10 | 1.07493 | 1.06093 | 1.08993 | ||
| 6 | 2024.11.12 16:00 | s/l | 2 | 0.10 | 1.06093 | 1.06093 | 1.08993 | -146.17 | 700.45 |
| 7 | 2024.11.14 12:00 | buy | 3 | 0.10 | 1.05320 | 0.00000 | 0.00000 | ||
| 8 | 2024.11.14 12:00 | modify | 3 | 0.10 | 1.05320 | 1.03920 | 1.06820 | ||
| 9 | 2024.11.20 00:00 | buy | 4 | 0.10 | 1.06100 | 0.00000 | 0.00000 | ||
| 10 | 2024.11.20 00:00 | modify | 4 | 0.10 | 1.06100 | 1.05770 | 1.06820 | ||
| 11 | 2024.11.20 00:00 | modify | 3 | 0.10 | 1.05320 | 1.05770 | 1.06820 | ||
| 12 | 2024.11.20 08:00 | s/l | 3 | 0.10 | 1.05770 | 1.05770 | 1.06820 | 40.88 | 741.34 |
| 13 | 2024.11.20 08:00 | s/l | 4 | 0.10 | 1.05770 | 1.05770 | 1.06820 | -33.00 | 708.34 |
| 14 | 2024.11.22 12:00 | buy | 5 | 0.10 | 1.04197 | 0.00000 | 0.00000 | ||
| 15 | 2024.11.22 12:00 | modify | 5 | 0.10 | 1.04197 | 1.02797 | 1.05697 | ||
| 16 | 2024.11.27 00:00 | buy | 6 | 0.10 | 1.04948 | 0.00000 | 0.00000 | ||
| 17 | 2024.11.27 00:00 | modify | 6 | 0.10 | 1.04948 | 1.04647 | 1.05697 | ||
| 18 | 2024.11.27 00:00 | modify | 5 | 0.10 | 1.04197 | 1.04647 | 1.05697 | ||
| 19 | 2024.11.27 16:00 | t/p | 5 | 0.10 | 1.05697 | 1.04647 | 1.05697 | 146.91 | 855.25 |
| 20 | 2024.11.27 16:00 | t/p | 6 | 0.10 | 1.05697 | 1.04647 | 1.05697 | 74.90 | 930.15 |
| 21 | 2024.12.18 20:00 | buy | 7 | 0.10 | 1.03804 | 0.00000 | 0.00000 | ||
| 22 | 2024.12.18 20:00 | modify | 7 | 0.10 | 1.03804 | 1.02404 | 1.05304 | ||
| 23 | 2025.01.02 20:00 | s/l | 7 | 0.10 | 1.02404 | 1.02404 | 1.05304 | -157.49 | 772.66 |
| 24 | 2025.01.06 12:00 | sell | 8 | 0.10 | 1.04218 | 0.00000 | 0.00000 | ||
| 25 | 2025.01.06 12:00 | modify | 8 | 0.10 | 1.04218 | 1.05618 | 1.02718 | ||
| 26 | 2025.01.10 16:00 | t/p | 8 | 0.10 | 1.02718 | 1.05618 | 1.02718 | 152.26 | 924.92 |
| 27 | 2025.01.10 16:00 | buy | 9 | 0.10 | 1.02533 | 0.00000 | 0.00000 | ||
| 28 | 2025.01.10 16:00 | modify | 9 | 0.10 | 1.02533 | 1.01133 | 1.04033 | ||
| 29 | 2025.01.15 08:00 | buy | 10 | 0.10 | 1.03088 | 0.00000 | 0.00000 | ||
| 30 | 2025.01.15 08:00 | modify | 10 | 0.10 | 1.03088 | 1.02683 | 1.04033 | ||
| 31 | 2025.01.15 08:00 | modify | 9 | 0.10 | 1.02533 | 1.02683 | 1.04033 | ||
| 32 | 2025.01.15 20:00 | s/l | 9 | 0.10 | 1.02683 | 1.02683 | 1.04033 | 11.91 | 936.83 |
| 33 | 2025.01.15 20:00 | s/l | 10 | 0.10 | 1.02683 | 1.02683 | 1.04033 | -40.50 | 896.33 |
| 34 | 2025.01.20 16:00 | sell | 11 | 0.10 | 1.04005 | 0.00000 | 0.00000 | ||
| 35 | 2025.01.20 16:00 | modify | 11 | 0.10 | 1.04005 | 1.05405 | 1.02505 | ||
| 36 | 2025.02.02 20:00 | t/p | 11 | 0.10 | 1.02505 | 1.05405 | 1.02505 | 154.89 | 1051.22 |
| 37 | 2025.02.03 00:00 | buy | 12 | 0.10 | 1.02497 | 0.00000 | 0.00000 | ||
| 38 | 2025.02.03 00:00 | modify | 12 | 0.10 | 1.02497 | 1.01097 | 1.03997 | ||
| 39 | 2025.02.04 12:00 | buy | 13 | 0.10 | 1.03250 | 0.00000 | 0.00000 | ||
| 40 | 2025.02.04 12:00 | modify | 13 | 0.10 | 1.03250 | 1.02947 | 1.03997 | ||
| 41 | 2025.02.04 12:00 | modify | 12 | 0.10 | 1.02497 | 1.02947 | 1.03997 | ||
| 42 | 2025.02.05 08:00 | t/p | 12 | 0.10 | 1.03997 | 1.02947 | 1.03997 | 147.94 | 1199.17 |
| 43 | 2025.02.05 08:00 | t/p | 13 | 0.10 | 1.03997 | 1.02947 | 1.03997 | 73.67 | 1272.84 |
| 44 | 2025.02.10 00:00 | buy | 14 | 0.10 | 1.03126 | 0.00000 | 0.00000 | ||
| 45 | 2025.02.10 00:00 | modify | 14 | 0.10 | 1.03126 | 1.01726 | 1.04626 | ||
| 46 | 2025.02.12 00:00 | buy | 15 | 0.10 | 1.03668 | 0.00000 | 0.00000 | ||
| 47 | 2025.02.12 00:00 | modify | 15 | 0.10 | 1.03668 | 1.03276 | 1.04626 | ||
| 48 | 2025.02.12 00:00 | modify | 14 | 0.10 | 1.03126 | 1.03276 | 1.04626 | ||
| 49 | 2025.02.12 16:00 | s/l | 14 | 0.10 | 1.03276 | 1.03276 | 1.04626 | 12.94 | 1285.78 |
| 50 | 2025.02.12 16:00 | s/l | 15 | 0.10 | 1.03276 | 1.03276 | 1.04626 | -39.20 | 1246.58 |
| 51 | 2025.02.12 20:00 | sell | 16 | 0.10 | 1.03908 | 0.00000 | 0.00000 | ||
| 52 | 2025.02.12 20:00 | modify | 16 | 0.10 | 1.03908 | 1.05308 | 1.02408 | ||
| 53 | 2025.02.24 04:00 | s/l | 16 | 0.10 | 1.05308 | 1.05308 | 1.02408 | -135.48 | 1111.10 |
| 54 | 2025.02.27 16:00 | buy | 17 | 0.10 | 1.04179 | 0.00000 | 0.00000 | ||
| 55 | 2025.02.27 16:00 | modify | 17 | 0.10 | 1.04179 | 1.02779 | 1.05679 | ||
| 56 | 2025.03.04 08:00 | buy | 18 | 0.10 | 1.04958 | 0.00000 | 0.00000 | ||
| 57 | 2025.03.04 08:00 | modify | 18 | 0.10 | 1.04958 | 1.04629 | 1.05679 | ||
| 58 | 2025.03.04 08:00 | modify | 17 | 0.10 | 1.04179 | 1.04629 | 1.05679 | ||
| 59 | 2025.03.04 20:00 | t/p | 17 | 0.10 | 1.05679 | 1.04629 | 1.05679 | 146.91 | 1258.01 |
| 60 | 2025.03.04 20:00 | t/p | 18 | 0.10 | 1.05679 | 1.04629 | 1.05679 | 72.10 | 1330.11 |
| 61 | 2025.03.07 12:00 | sell | 19 | 0.10 | 1.08491 | 0.00000 | 0.00000 | ||
| 62 | 2025.03.07 12:00 | modify | 19 | 0.10 | 1.08491 | 1.09891 | 1.06991 | ||
| 63 | 2025.03.24 16:00 | sell | 20 | 0.10 | 1.07939 | 0.00000 | 0.00000 | ||
| 64 | 2025.03.24 16:00 | modify | 20 | 0.10 | 1.07939 | 1.08341 | 1.06991 | ||
| 65 | 2025.03.24 16:00 | modify | 19 | 0.10 | 1.08491 | 1.08341 | 1.06991 | ||
| 66 | 2025.03.26 20:00 | sell | 21 | 0.10 | 1.07512 | 0.00000 | 0.00000 | ||
| 67 | 2025.03.26 20:00 | modify | 21 | 0.10 | 1.07512 | 1.07816 | 1.06991 | ||
| 68 | 2025.03.26 20:00 | modify | 20 | 0.10 | 1.07939 | 1.07816 | 1.06991 | ||
| 69 | 2025.03.26 20:00 | modify | 19 | 0.10 | 1.08491 | 1.07816 | 1.06991 | ||
| 70 | 2025.03.27 04:00 | s/l | 19 | 0.10 | 1.07816 | 1.07816 | 1.06991 | 75.03 | 1405.14 |
| 71 | 2025.03.27 04:00 | s/l | 20 | 0.10 | 1.07816 | 1.07816 | 1.06991 | 14.18 | 1419.32 |
| 72 | 2025.03.27 04:00 | s/l | 21 | 0.10 | 1.07816 | 1.07816 | 1.06991 | -29.27 | 1390.05 |
| 73 | 2025.04.21 00:00 | sell | 22 | 0.10 | 1.14491 | 0.00000 | 0.00000 | ||
| 74 | 2025.04.21 00:00 | modify | 22 | 0.10 | 1.14491 | 1.15891 | 1.12991 | ||
| 75 | 2025.04.23 00:00 | sell | 23 | 0.10 | 1.13502 | 0.00000 | 0.00000 | ||
| 76 | 2025.04.23 00:00 | modify | 23 | 0.10 | 1.13502 | 1.13816 | 1.12991 | ||
| 77 | 2025.04.23 00:00 | modify | 22 | 0.10 | 1.14491 | 1.13816 | 1.12991 | ||
| 78 | 2025.04.23 04:00 | s/l | 22 | 0.10 | 1.13816 | 1.13816 | 1.12991 | 68.25 | 1458.31 |
| 79 | 2025.04.23 04:00 | s/l | 23 | 0.10 | 1.13816 | 1.13816 | 1.12991 | -31.40 | 1426.91 |
| 80 | 2025.05.01 16:00 | buy | 24 | 0.10 | 1.12818 | 0.00000 | 0.00000 | ||
| 81 | 2025.05.01 16:00 | modify | 24 | 0.10 | 1.12818 | 1.11418 | 1.14318 | ||
| 82 | 2025.05.05 04:00 | buy | 25 | 0.10 | 1.13351 | 0.00000 | 0.00000 | ||
| 83 | 2025.05.05 04:00 | modify | 25 | 0.10 | 1.13351 | 1.12968 | 1.14318 | ||
| 84 | 2025.05.05 04:00 | modify | 24 | 0.10 | 1.12818 | 1.12968 | 1.14318 | ||
| 85 | 2025.05.06 04:00 | s/l | 24 | 0.10 | 1.12968 | 1.12968 | 1.14318 | 11.91 | 1438.82 |
| 86 | 2025.05.06 04:00 | s/l | 25 | 0.10 | 1.12968 | 1.12968 | 1.14318 | -39.33 | 1399.49 |
| 87 | 2025.05.12 08:00 | buy | 26 | 0.10 | 1.11077 | 0.00000 | 0.00000 | ||
| 88 | 2025.05.12 08:00 | modify | 26 | 0.10 | 1.11077 | 1.09677 | 1.12577 | ||
| 89 | 2025.05.14 12:00 | t/p | 26 | 0.10 | 1.12577 | 1.09677 | 1.12577 | 147.94 | 1547.43 |
| 90 | 2025.05.26 04:00 | sell | 27 | 0.10 | 1.14114 | 0.00000 | 0.00000 | ||
| 91 | 2025.05.26 04:00 | modify | 27 | 0.10 | 1.14114 | 1.15514 | 1.12614 | ||
| 92 | 2025.05.29 00:00 | t/p | 27 | 0.10 | 1.12614 | 1.15514 | 1.12614 | 151.88 | 1699.31 |
| 93 | 2025.05.29 00:00 | buy | 28 | 0.10 | 1.12324 | 0.00000 | 0.00000 | ||
| 94 | 2025.05.29 00:00 | modify | 28 | 0.10 | 1.12324 | 1.10924 | 1.13824 | ||
| 95 | 2025.05.29 20:00 | t/p | 28 | 0.10 | 1.13824 | 1.10924 | 1.13824 | 150.00 | 1849.31 |
| 96 | 2025.06.02 08:00 | sell | 29 | 0.10 | 1.14237 | 0.00000 | 0.00000 | ||
| 97 | 2025.06.02 08:00 | modify | 29 | 0.10 | 1.14237 | 1.15637 | 1.12737 | ||
| 98 | 2025.06.03 20:00 | sell | 30 | 0.10 | 1.13684 | 0.00000 | 0.00000 | ||
| 99 | 2025.06.03 20:00 | modify | 30 | 0.10 | 1.13684 | 1.14087 | 1.12737 | ||
| 100 | 2025.06.03 20:00 | modify | 29 | 0.10 | 1.14237 | 1.14087 | 1.12737 | ||
| 101 | 2025.06.04 16:00 | s/l | 29 | 0.10 | 1.14087 | 1.14087 | 1.12737 | 15.75 | 1865.07 |
| 102 | 2025.06.04 16:00 | s/l | 30 | 0.10 | 1.14087 | 1.14087 | 1.12737 | -39.92 | 1825.14 |
| 103 | 2025.06.26 04:00 | sell | 31 | 0.10 | 1.16945 | 0.00000 | 0.00000 | ||
| 104 | 2025.06.26 04:00 | modify | 31 | 0.10 | 1.16945 | 1.18345 | 1.15445 | ||
| 105 | 2025.07.15 16:00 | sell | 32 | 0.10 | 1.16179 | 0.00000 | 0.00000 | ||
| 106 | 2025.07.15 16:00 | modify | 32 | 0.10 | 1.16179 | 1.16495 | 1.15445 | ||
| 107 | 2025.07.15 16:00 | modify | 31 | 0.10 | 1.16945 | 1.16495 | 1.15445 | ||
| 108 | 2025.07.16 16:00 | s/l | 31 | 0.10 | 1.16495 | 1.16495 | 1.15445 | 51.78 | 1876.92 |
| 109 | 2025.07.16 16:00 | s/l | 32 | 0.10 | 1.16495 | 1.16495 | 1.15445 | -31.22 | 1845.70 |
| 110 | 2025.07.21 16:00 | sell | 33 | 0.10 | 1.17045 | 0.00000 | 0.00000 | ||
| 111 | 2025.07.21 16:00 | modify | 33 | 0.10 | 1.17045 | 1.18445 | 1.15545 | ||
| 112 | 2025.07.28 12:00 | sell | 34 | 0.10 | 1.16511 | 0.00000 | 0.00000 | ||
| 113 | 2025.07.28 12:00 | modify | 34 | 0.10 | 1.16511 | 1.16895 | 1.15545 | ||
| 114 | 2025.07.28 12:00 | modify | 33 | 0.10 | 1.17045 | 1.16895 | 1.15545 | ||
| 115 | 2025.07.29 08:00 | t/p | 33 | 0.10 | 1.15545 | 1.16895 | 1.15545 | 153.01 | 1998.71 |
| 116 | 2025.07.29 08:00 | t/p | 34 | 0.10 | 1.15545 | 1.16895 | 1.15545 | 96.98 | 2095.69 |
| 117 | 2025.07.30 16:00 | buy | 35 | 0.10 | 1.14718 | 0.00000 | 0.00000 | ||
| 118 | 2025.07.30 16:00 | modify | 35 | 0.10 | 1.14718 | 1.13318 | 1.16218 | ||
| 119 | 2025.08.01 20:00 | buy | 36 | 0.10 | 1.15717 | 0.00000 | 0.00000 | ||
| 120 | 2025.08.01 20:00 | modify | 36 | 0.10 | 1.15717 | 1.15393 | 1.16218 | ||
| 121 | 2025.08.01 20:00 | modify | 35 | 0.10 | 1.14718 | 1.15393 | 1.16218 | ||
| 122 | 2025.08.05 08:00 | s/l | 35 | 0.10 | 1.15393 | 1.15393 | 1.16218 | 61.33 | 2157.01 |
| 123 | 2025.08.05 08:00 | s/l | 36 | 0.10 | 1.15393 | 1.15393 | 1.16218 | -34.46 | 2122.56 |
| 124 | 2025.08.06 16:00 | sell | 37 | 0.10 | 1.16461 | 0.00000 | 0.00000 | ||
| 125 | 2025.08.06 16:00 | modify | 37 | 0.10 | 1.16461 | 1.17861 | 1.14961 | ||
| 126 | 2025.08.31 23:59 | close at stop | 37 | 0.10 | 1.17746 | 1.17861 | 1.14961 | -119.09 | 2003.47 |